ki33elev / Adv_Fin_MLLinks
Solutions for selected exercises from Advances in Financial Machine Learning by Marcos Lopez De Prado
☆86Updated 3 years ago
Alternatives and similar repositories for Adv_Fin_ML
Users that are interested in Adv_Fin_ML are comparing it to the libraries listed below
Sorting:
- CS7641 Team project☆97Updated 5 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- Notes on Advances in Financial Machine Learning☆84Updated 7 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆75Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Build a statistical risk model using PCA. Optimize the portfolio using the risk model and factors using multiple optimization formulation…☆135Updated 7 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆86Updated this week
- Backtest result archive for Momentum Trading Strategies☆67Updated 6 years ago
- This repository stores the implementation of the paper "DETECTING DATA-DRIVEN ROBUST STATISTICAL ARBITRAGE STRATEGIES WITH DEEP NEURAL NE…☆72Updated last year
- Notebooks based on financial machine learning.☆59Updated 5 years ago
- Code and data for my blogs☆91Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆172Updated 6 years ago
- experiments with pair trading☆332Updated last year
- Option pricing with various models (Black-Scholes, Heston, Merton jump diffusion, etc) and methods (Monte Carlo, finite difference, Fouri…☆88Updated 4 years ago
- We release `LOBFrame', a novel, open-source code base which presents a renewed way to process large-scale Limit Order Book (LOB) data.☆216Updated last year
- 🚂💨 Deep Momentum Networks for Time Series Strategies☆126Updated 5 years ago
- three stochastic volatility model: Heston, SABR, SVI☆95Updated 6 years ago
- ☆215Updated 8 years ago
- Limit Order Book data analysis and modeling using LSTM network☆137Updated 6 years ago
- ☆209Updated 2 years ago
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆69Updated 4 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆57Updated 4 years ago
- Mean Reversion Trading Strategy☆29Updated 4 years ago
- SVI volatility surface model and an example of China 50ETF option☆81Updated 5 years ago
- Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, He…☆204Updated this week
- Package based on the textbooks: Advances in Financial Machine Learning and Machine Learning for Asset Managers, by Marcos Lopez de Prado.☆26Updated 5 years ago
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- This repo contains some codes and outputs of my implementation of DeepLOB model.☆89Updated 4 years ago